Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2025 | 1.36% | 0.75 CHF | 0.76 CHF | 45,000 | 45,000 | 42,072 | 42,072 | 30,641 CHF | 31,062 CHF | 100.00% | 100.00% |
29/04/2025 | 1.40% | 0.70 CHF | 0.71 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 28,471 CHF | 28,871 CHF | 100.00% | 100.00% |
28/04/2025 | 1.43% | 0.70 CHF | 0.71 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 31,206 CHF | 31,656 CHF | 100.00% | 100.00% |
25/04/2025 | 1.47% | 0.67 CHF | 0.68 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 30,382 CHF | 30,832 CHF | 100.00% | 100.00% |
24/04/2025 | 1.62% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 46,599 | 46,599 | 28,633 CHF | 29,099 CHF | 100.00% | 100.00% |
23/04/2025 | 1.68% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,561 CHF | 30,061 CHF | 100.00% | 100.00% |
22/04/2025 | 1.93% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,698 CHF | 26,198 CHF | 99.62% | 99.62% |
17/04/2025 | 1.81% | 0.57 CHF | 0.58 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 24,688 CHF | 25,138 CHF | 100.00% | 100.00% |
16/04/2025 | 1.64% | 0.62 CHF | 0.63 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 27,199 CHF | 27,649 CHF | 100.00% | 100.00% |
15/04/2025 | 1.64% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,266 CHF | 30,766 CHF | 100.00% | 100.00% |